+2,544.0%
SOXX vs VALE
+2,276.6%
+267.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -3.1% | +9.7% | -12.9% | -6.0% |
| 3M | -4.4% | +5.3% | -9.7% | -5.9% |
| 6M | +52.9% | +0.5% | +52.3% | +52.6% |
| YTD | +72.0% | +20.6% | +51.4% | +62.0% |
| 1Y | +105.1% | +57.6% | +47.5% | +77.8% |
| 3Y | +220.6% | +50.6% | +170.1% | +179.1% |
| 5Y | +244.8% | +41.8% | +203.0% | +192.3% |
| 10Y | +1,537.1% | +515.1% | +1,022.1% | +714.1% |
| All | +2,544.0% | +2,276.6% | +267.3% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling